Nothing strange in the log as far as I can see.
I just tried turning on script debugging and checked display all scripting errors. The setup log was displayed !! (same contents as downloaded file). But then immediately IE9 reported webpage not responding and could not recover it. No scripting errors reported.
I opened a new browser window, and repeated the test. This time, it flashed up the setup log then immediately went to the original browser window page (ie. IE 9 new tabs page) - slightly odd behaviour!
I then tried testing combinations of IE9 settings, and it seems for the setup log to display, the key setting is to have "display every script error" checked (script debugging can be set on or off). Although it does not display any script errors, the log does get displayed, though the page then hangs completely.
This seems to me be to be something IE9 isn't handling like a script error or - I suppose could be an invisible character in the log?